If you arrive to one of these two airports in Paris, you have two options:

1) To take another flight to Lyon;

2) To take a train to Saint-Etienne. There are some direct trains from Charles de Gaulle Airport to Lyon (3 times a day). Otherwise, from both airports you need to take the RER B (or the bus from Orly) to the train station “Paris-Gare de Lyon” and from there take a train to Lyon or directly to Saint-Etienne.